jump-dev / ComplexOptInterface.jl
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@@ -30,7 +30,7 @@
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P* = S* + con_11_22* + con_12_21* + con12diag*
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```
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the dual vector of `P*` is the dual vector of `S*` for which we add in the corresponding
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entries the dual of the three constraitns, multiplied by the coefficients for the `EqualTo` constraints.
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entries the dual of the three constraints, multiplied by the coefficients for the `EqualTo` constraints.
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Note that these contribution cancel out when we multiply them by `A*`:
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A* * (S* + con_11_22* + con_12_21* + con12diag*) = A* * S*
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so we can just ignore them.
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